Objective
Extend BIL history (T-bill cash ETF; ~28 strategies).
Notes: BIL←__IRX_TBILL_TR__ from ^IRX; monthly corr ~0.946; free Yahoo, no email. SHY/VFISX rejected (~0.3). Findings bil-history-t161.md
Approach
Reuses existing report research/findings/bil-history-t161.md — tables/metrics preserved verbatim via source_report pointer. Body below summarizes grounded evidence from that report and adjacent artifacts.
Files / code / data changed
Associated commits (inferred from log grep t161):
7157f6e8research: t161 extend BIL history via ^IRX synthetic TR (#165)7157f6e8research: t161 extend BIL history via ^IRX synthetic TR (#165)- Source report:
research/findings/bil-history-t161.md - Task-history entry:
research/findings/task-history.json#t161
Results
Key table from source report (preserved):
| Layer | Source | Start | Monthly corr |
|---|---|---|---|
| Live | BIL | 2007-05-30 | — |
| Default proxy | __IRX_TBILL_TR__ from ^IRX | 1960-01-04 | vs BIL 0.946 (n=230) |
Conclusions and metrics are in research/findings/bil-history-t161.md; see detail page for preserved tables/metrics.
Conclusions
BIL←__IRX_TBILL_TR__ from ^IRX; monthly corr ~0.946; free Yahoo, no email. SHY/VFISX rejected (~0.3). Findings bil-history-t161.md
Problems / follow-ups
- See source report or PR discussion for follow-ups. No unsupported follow-ups fabricated.
Links
- Task-history:
research/findings/task-history.jsonidt161 - Findings:
research/findings/bil-history-t161.md - Commits:
7157f6e8,7157f6e8